Publications and Preprints
S. Klöppel, R. Reda, W. Schachermayer (2009)
"A rotationally invariant technique for rare event simulation"
(ps)
(pdf)
Risk Magazine, Vol. 22, No. 10, 90-94
S. Klöppel and M. Schweizer (2008)
"Dynamic Utility-Based Good Deal Bounds"
(pdf)
Statistics and Decisions 25, 285-309
M. Jeanblanc, S. Klöppel and Y.Miyahara (2007)
"Minimal f^q-Martingale Measures for Exponential Lévy Processes"
(pdf)
Annals of Applied Probability 17, 1615-1638
S. Klöppel (2006)
"Dynamic Valuations in Incomplete Markets"
(ps)
(pdf)
Diss. ETH No. 16666
S. Klöppel and M. Schweizer (2007)
"Dynamic Indifference Valuation via Convex Risk Measures"
(pdf)
Mathematical Finance 17, 599-627
S. Klöppel and M. Schweizer (2005)
"Dynamic Utility Indifference Valuation via Convex Risk
Measures"
(pdf)
NCCR FINRISK working paper No. 209, ETH Zurich
Last update: 9.12.2009